Zak, Nick and Aaron make their first trip out to Mississippi to visit the oldest building in Natchez: King's Tavern, home to a legendary bloody dagger. Locals discovered the dagger in the fireplace, and the public has not seen it for over 30 years. People claimed the dagger was used in the murder of the most infamous ghost in the King's Tavern's history, Madeline, the mistress of the tavern's first owner, Richard King.